Hi, in Chapter 23 in Hull's Options, Futures, and Derivs, he gives out an example (i.e. example 23.4) on how to the Credit VaR formula is used. I can't seem to get the same answer as the example (i.e. 0.128) since I keep on getting N(±3.1951) or N(±1.1351). May I please ask how is should the formula be understood? I know its just getting the z values since N is the cumulative distribution. Thank you very much.